Share price$2.53
1D-40.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:48:25.709Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T23:45:14.617983104Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1.77 | 392.0% | 50.8% | |||
| 25Δ | 2.05 | 317.3% | 41.3% | |||
| 30Δ | 2.24 | 294.6% | 36.4% | |||
| 35Δ | 8.68 | 436.6% | 260.0% | 2.42 | 271.9% | 31.4% |
| 40Δ | 5.31 | 349.3% | 127.3% | 2.61 | 249.2% | 26.4% |
| 45Δ | 4.07 | 302.4% | 79.6% | 2.80 | 226.4% | 21.4% |
| 50Δ | 3.62 | 294.3% | 64.5% | 2.99 | 203.7% | 16.4% |
| 55Δ | 3.22 | 288.6% | 51.4% | 3.20 | 198.4% | 14.0% |
| 60Δ | 2.87 | 282.5% | 40.7% | 3.42 | 194.5% | 11.8% |
| 65Δ | 2.59 | 275.7% | 33.0% | 3.64 | 190.6% | 9.7% |
| 70Δ | 2.31 | 268.9% | 25.2% | 3.86 | 186.7% | 7.5% |
| 75Δ | 2.03 | 262.2% | 17.5% | |||
| 80Δ | ||||||
No recorded observations